SENSITIVITY ANALYSIS IN CONTINUOUS-TIME ECONOMETRIC-MODELS

被引：6
|
作者：
GANDOLFO, G
机构：
[1] Università di Roma La Sapienza Facoltà di Economia e Commercio, I-00191 Rome
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1992年 / 24卷 / 8-9期
关键词：
D O I：
10.1016/0898-1221(92)90186-L
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The analysis of the effects of (slight) changes in the parameters on the characteristic roots of a model (sensitivity analysis) has great potential for applications in econometrics. The author, after suggesting a criterion for giving empirical contents to the notion of "slight", shows how the application of sensitivity analysis to a continuous time econometric model of the Italian economy has given important insights into the effects of a possible complete liberalization of capital movements.
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页码：43 / 55
页数：13
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